+22.2%
XLP vs WAB
+45.2%
-23.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.6% |
| 7D | +0.1% | +4.0% | -3.9% | -0.1% |
| 30D | +8.9% | +4.5% | +4.5% | +8.6% |
| 3M | +7.5% | +2.3% | +5.2% | +7.3% |
| 6M | +9.4% | +12.5% | -3.0% | +8.0% |
| YTD | +19.3% | +40.2% | -20.9% | +13.3% |
| All | +22.2% | +45.2% | -23.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling